+142.7%
AMAT vs MMM
+156.3%
-13.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.7% |
| 7D | -14.7% | +6.2% | -20.9% | -16.6% |
| 30D | -36.1% | +14.2% | -50.3% | -39.3% |
| 3M | -36.9% | +2.9% | -39.8% | -37.6% |
| 6M | -22.2% | +27.6% | -49.8% | -29.1% |
| YTD | +29.9% | +17.3% | +12.7% | +21.6% |
| 1Y | +43.3% | +15.1% | +28.2% | +34.9% |
| 3Y | +142.7% | +157.1% | -14.5% | +104.0% |
| All | +142.7% | +156.3% | -13.6% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling